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T. Rowe Price Large-Cap Growth Fund Investor Class...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
May 1, 2020
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Large-Cap Growth Fund Investor Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has returned -14.85% so far this year and 8.49% over the past 12 months.


T. Rowe Price Large-Cap Growth Fund Investor Class

1D
-0.39%
1M
-9.19%
YTD
-14.85%
6M
-13.49%
1Y
8.49%
3Y*
20.65%
5Y*
8.72%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 4, 2020, TRGOX's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, your investment would double in approximately 4.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +12.1%, while the worst month was Apr 2022 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TRGOX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.83%-3.50%-9.19%-14.85%
20252.69%-2.62%-7.93%1.38%8.26%6.26%2.45%1.61%3.30%4.31%-2.01%-0.60%17.31%
20243.86%6.39%2.19%-4.23%5.49%6.39%-1.38%2.28%1.68%-0.02%6.51%3.65%37.39%
20238.23%-1.98%7.57%2.77%4.99%5.97%3.39%-0.24%-5.01%0.20%9.57%4.03%46.03%
2022-10.56%-4.00%1.00%-14.01%-2.85%-7.78%12.06%-4.80%-8.99%4.99%3.12%-7.96%-35.36%
20210.90%2.51%0.17%7.18%-1.57%6.64%2.31%2.36%-5.03%5.63%-0.69%-0.08%21.49%

Benchmark Metrics

T. Rowe Price Large-Cap Growth Fund Investor Class has an annualized alpha of -2.14%, beta of 1.19, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since May 05, 2020.

  • This fund participated in 105.53% of S&P 500 Index downside but only 104.14% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.14% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-2.14%
Beta
1.19
0.84
Upside Capture
104.14%
Downside Capture
105.53%

Expense Ratio

TRGOX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRGOX ranks 13 for risk / return — in the bottom 13% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TRGOX Risk / Return Rank: 1313
Overall Rank
TRGOX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 1515
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and compare them to a chosen benchmark (S&P 500 Index).


TRGOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.90

-0.50

Sortino ratio

Return per unit of downside risk

0.73

1.39

-0.65

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.28

1.40

-1.12

Martin ratio

Return relative to average drawdown

0.93

6.61

-5.68

Explore TRGOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

T. Rowe Price Large-Cap Growth Fund Investor Class provided a 16.12% dividend yield over the last twelve months, with an annual payout of $11.58 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$11.58$11.58$8.07$1.34$1.78$0.84$0.22

Dividend yield

16.12%13.73%9.85%2.04%3.89%1.15%0.36%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Large-Cap Growth Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$11.58$11.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.07$8.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.84

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Large-Cap Growth Fund Investor Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Large-Cap Growth Fund Investor Class was 41.29%, occurring on Jan 5, 2023. Recovery took 341 trading sessions.

The current T. Rowe Price Large-Cap Growth Fund Investor Class drawdown is 18.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.29%Nov 17, 2021285Jan 5, 2023341May 15, 2024626
-21.19%Jan 27, 202551Apr 8, 202553Jun 25, 2025104
-18.23%Oct 30, 2025103Mar 30, 2026
-11.57%Sep 3, 202014Sep 23, 202046Nov 27, 202060
-11.09%Jul 11, 202418Aug 5, 202446Oct 9, 202464

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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